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75.216Net Profit
39.401PSR
1.037Sharpe Ratio
0.668Alpha
-0.362Beta
52.124CAR
64.3Drawdown
-7.12Loss Rate
0Parameters
0Security Types
0.607Sortino Ratio
0Tradeable Dates
508Trades
-1.843Treynor Ratio
2.31Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
5Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
53Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Keenan started the discussion Rolling Window runtime error, not using rolling windows
Hello, I have recently begun working on my algorithms again after a break and I am getting the...
Keenan left a comment in the discussion Rolling Window runtime error, not using rolling windows
This is an old backtest without the error, I cloned it and tried to rerun it and am getting the...
Keenan started the discussion Problem with options in universe selection
Good afternoon,
Keenan left a comment in the discussion Problem with options in universe selection
Hi Derek,
75.216Net Profit
39.401PSR
1.037Sharpe Ratio
0.668Alpha
-0.362Beta
52.124CAR
64.3Drawdown
-7.12Loss Rate
0Parameters
0Security Types
0.607Sortino Ratio
0Tradeable Dates
508Trades
-1.843Treynor Ratio
2.31Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
5Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
53Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Keenan started the discussion Rolling Window runtime error, not using rolling windows
Hello, I have recently begun working on my algorithms again after a break and I am getting the...
Keenan left a comment in the discussion Rolling Window runtime error, not using rolling windows
That seems to have fixed it, Thank you!
Keenan left a comment in the discussion Rolling Window runtime error, not using rolling windows
This is an old backtest without the error, I cloned it and tried to rerun it and am getting the...
Keenan started the discussion Problem with options in universe selection
Good afternoon,
Keenan left a comment in the discussion Problem with options in universe selection
Hi Derek,
Keenan started the discussion Filtering Manual Universe by increased volume
Hello,
Keenan left a comment in the discussion Filtering Manual Universe by increased volume
Hi Vladimir,
Keenan left a comment in the discussion Rolling Window runtime error, not using rolling windows
That seems to have fixed it, Thank you!
1 years ago